Sampling can be faster than optimization

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical understanding of the relationships between these 2 kinds of methodology...

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Bibliographic Details

Published in:	Proceedings of the National Academy of Sciences - PNAS Vol. 116; no. 42; p. 20881
Main Authors:	Ma, Yi-An, Chen, Yuansi, Jin, Chi, Flammarion, Nicolas, Jordan, Michael I
Format:	Journal Article
Language:	English
Published:	United States 15.10.2019
Subjects:	Langevin Monte Carlo nonconvex optimization computational complexity
ISSN:	1091-6490, 1091-6490
Online Access:	Get more information
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